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Table 3 Description of the closed testing procedure for updating of multinomial logistic regression models

From: Validation and updating of risk models based on multinomial logistic regression

Step

Procedure

1. Original model vs refitting

H0: both models have the same fit, log L original = log L refitted.

Test: likelihood ratio test with (q + 1) × (k − 1)df.

Result: if H0 not rejected, choose the original model, else go to step 2.

2. Intercept recalibration vs refitting

H0: both models have the same fit, log L int recal = log L refitted.

Test: likelihood ratio test with q × (k − 1)df.

Result: if H0 not rejected, choose intercept recalibration, else go to step 3.

3. Logistic recalibration vs refitting

H0: both models have the same fit, log L logrecal = log L refitted.

Test: likelihood ratio test with (q − k + 1) × (k − 1)df.

Result: if H0 not rejected, choose logistic recalibration, else choose refitting.

  1. Each test is performed at the prespecified overall alpha level
  2. H0 null hypothesis, L likelihood, df degrees of freedom